Alpha trading : profitable strategies that remove directional risk /
From a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should traders, long conditioned t...
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Main Authors: | |
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Corporate Authors: | |
Published: |
John Wiley & Sons,
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Publisher Address: | Hoboken, NJ : |
Publication Dates: | 2011. |
Literature type: | eBook |
Language: | English |
Series: |
Wiley trading series
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Subjects: | |
Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781119198727 |
Summary: |
From a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should traders, long conditioned to trend trading, deploy? In Alpha Trading: Profitable Strategies That Remove Directional Risk, author Perry Kaufman presents strategies and systems for profitably trading in directionless markets and in those experiencing constant price shocks. The bookDetails how to exploit new highs and lowsDescri. |
Item Description: | Includes index. |
Carrier Form: | 1 online resource (x, 310 pages). |
ISBN: |
9781119198727 1119198720 9781118001202 1118001206 9781118001226 1118001222 1283025981 9781283025980 0470529741 9780470529744 |
Index Number: | HG4661 |
CLC: | F830.91 |
Contents: | Alpha Trading; Contents; Preface; CHAPTER 1 Uncertainty; Impact on Trading; The Inevitable Price Shocks; Why So Much about Price Shocks?; Complexity and Contagion Risk; The Ugly Side; Taking Defensive Action; Accepting Performance for What It Is; CHAPTER 2 The Importance of Price Noise; Noise Explained; Different Markets; A Closer Look at Equity Index Markets; Importance of Noise; Determining the Strategy; Capitalizing on the Trend of Noise; CHAPTER 3 Pairs Trading: Understanding the Process; The Process; The Basics; Target Volatility; Home Builders; Using ETFs. |